arXivCrypto & DeFi
High Frequency Analysis of Bitcoin Volume-Volatility
Research shows that unexpected trading volume is the key factor in spot volatility in Bitcoin futures and spot markets, while Bitcoin futures volumes have a calming effect on systemic volatility.
Featured in No. 24 on 2 Nov 2023 · 6 days after release
- Released
- 27 Oct 2023
- First featured
- No. 24 · 2 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4615028
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